Risk Lab

RiskAtoms calculator

A calculator built for risk work. Type calculations as you would write them, store results under names and reuse them, and call over 100 functions for bonds, rates, options, statistics, VaR and credit. Everything stays in this browser. Open it on any page from the calculator icon in the header, or press Alt+C.

Type a calculation and press Enter. Store results with names (r = 5%) and use them later; they are kept in this browser.

No variables yet. Type r = 5%, or press Save next to any result. Functions work too: f(x) = 100 * df(x, 5).

Store and reuse

y = 5% stores a value and f(x) = 100 * df(x, 5) a function. Save any result with its Save button. ans is the last answer, and a line that starts with an operator, like * 2, carries on from it.

Conventions

Rates are decimals and 5% may be typed as it reads. Compounding is annual unless a function says otherwise: an m argument sets periods a year, and m = 0 is continuous. Black-Scholes uses continuous rates. Standard deviations are sample (n − 1).

Lists and matrices

[1, 2, 3] is a list and [1, 0.3; 0.3, 1] a matrix, for cash flows, returns and correlations. Press ↑ to recall earlier lines, and Tab to complete a function name.